Local linearization method for the numerical solution of stochastic differential equations
| Year of publication: |
1996
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|---|---|
| Authors: | Biscay, R. ; Jimenez, J.C. ; Riera, J.J. ; Valdes, P.A. |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 48.1996, 4, p. 631-644
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